compl_inf_tol:

Desired threshold for the complementarity conditions. $ \;$
Absolute tolerance on the complementarity. Successful termination requires that the max-norm of the (unscaled) complementarity is less than this threshold. The valid range for this real option is $ 0 < {\tt compl\_inf\_tol } < {\tt +inf}$ and its default value is $ 0.0001$.



Andreas Waechter 2010-12-22